As of

FINRA-ICE Data Services Structured Trading Activity Reports

Pricing Table: Agency Pass-Thru (TBA, STIP, $ ROLLS) - Single Family 15Y

APRIL Settlement
METRIC COUPON
<= 2.5 3 3.5 4 4.5 5 > 5
FNMA/UMBS
AVERAGE PRICE 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Weighted Avg. Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Avg. Price Bottom 5 Trades 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2nd Quartile Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3rd Quartile Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
4th Quartile Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Avg. Price Top 5 Trades 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Standard Deviation 0.0 0.0 0.0 0.0 0.0 0.0 0.0
     VOLUME OF TRADES (000'S) 0.0 0.0 0.0 0.0 0.0 0.0 0.0
     NUMBER OF TRADES 0 0 0 0 0 0 0
FHLMC
AVERAGE PRICE 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Weighted Avg. Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Avg. Price Bottom 5 Trades 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2nd Quartile Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3rd Quartile Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
4th Quartile Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Avg. Price Top 5 Trades 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Standard Deviation 0.0 0.0 0.0 0.0 0.0 0.0 0.0
     VOLUME OF TRADES (000'S) 0.0 0.0 0.0 0.0 0.0 0.0 0.0
     NUMBER OF TRADES 0 0 0 0 0 0 0
GNMA
AVERAGE PRICE 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Weighted Avg. Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Avg. Price Bottom 5 Trades 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2nd Quartile Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3rd Quartile Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
4th Quartile Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Avg. Price Top 5 Trades 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Standard Deviation 0.0 0.0 0.0 0.0 0.0 0.0 0.0
     VOLUME OF TRADES (000'S) 0.0 0.0 0.0 0.0 0.0 0.0 0.0
     NUMBER OF TRADES 0 0 0 0 0 0 0
MAY Settlement
METRIC COUPON
<= 2.5 3 3.5 4 4.5 5 > 5
FNMA/UMBS
AVERAGE PRICE 98.7 100.3 102.0 102.9 0.0 * 0.0
Weighted Avg. Price 98.7 100.3 102.0 102.9 0.0 * 0.0
Avg. Price Bottom 5 Trades 98.7 100.3 102.0 102.9 0.0 * 0.0
2nd Quartile Price 98.7 100.3 102.0 102.9 0.0 * 0.0
3rd Quartile Price 98.7 100.3 102.0 102.9 0.0 * 0.0
4th Quartile Price 98.7 100.4 102.0 102.9 0.0 * 0.0
Avg. Price Top 5 Trades 98.7 100.4 102.0 102.9 0.0 * 0.0
Standard Deviation 0.0 0.0 0.0 0.0 0.0 * 0.0
     VOLUME OF TRADES (000'S) 424,313.0 1,743,749.0 2,625,936.0 165,511.0 0.0 * 0.0
     NUMBER OF TRADES 73 207 228 53 0 * 0
FHLMC
AVERAGE PRICE * 100.4 * * 0.0 0.0 0.0
Weighted Avg. Price * 100.4 * * 0.0 0.0 0.0
Avg. Price Bottom 5 Trades * 100.4 * * 0.0 0.0 0.0
2nd Quartile Price * * * * 0.0 0.0 0.0
3rd Quartile Price * * * * 0.0 0.0 0.0
4th Quartile Price * * * * 0.0 0.0 0.0
Avg. Price Top 5 Trades * 100.4 * * 0.0 0.0 0.0
Standard Deviation * 0.0 * * 0.0 0.0 0.0
     VOLUME OF TRADES (000'S) * 48,800.0 * * 0.0 0.0 0.0
     NUMBER OF TRADES * 8 * * 0 0 0
GNMA
AVERAGE PRICE 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Weighted Avg. Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Avg. Price Bottom 5 Trades 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2nd Quartile Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3rd Quartile Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
4th Quartile Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Avg. Price Top 5 Trades 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Standard Deviation 0.0 0.0 0.0 0.0 0.0 0.0 0.0
     VOLUME OF TRADES (000'S) 0.0 0.0 0.0 0.0 0.0 0.0 0.0
     NUMBER OF TRADES 0 0 0 0 0 0 0
JUNE Settlement
METRIC COUPON
<= 2.5 3 3.5 4 4.5 5 > 5
FNMA/UMBS
AVERAGE PRICE 98.6 100.3 101.9 * 0.0 0.0 0.0
Weighted Avg. Price 98.6 100.3 101.9 * 0.0 0.0 0.0
Avg. Price Bottom 5 Trades 98.6 100.3 101.9 * 0.0 0.0 0.0
2nd Quartile Price * 100.3 101.9 * 0.0 0.0 0.0
3rd Quartile Price * 100.3 101.9 * 0.0 0.0 0.0
4th Quartile Price * 100.3 101.9 * 0.0 0.0 0.0
Avg. Price Top 5 Trades 98.6 100.3 101.9 * 0.0 0.0 0.0
Standard Deviation 0.0 0.0 0.0 * 0.0 0.0 0.0
     VOLUME OF TRADES (000'S) 16,500.0 152,500.0 561,500.0 * 0.0 0.0 0.0
     NUMBER OF TRADES 6 28 35 * 0 0 0
FHLMC
AVERAGE PRICE 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Weighted Avg. Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Avg. Price Bottom 5 Trades 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2nd Quartile Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3rd Quartile Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
4th Quartile Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Avg. Price Top 5 Trades 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Standard Deviation 0.0 0.0 0.0 0.0 0.0 0.0 0.0
     VOLUME OF TRADES (000'S) 0.0 0.0 0.0 0.0 0.0 0.0 0.0
     NUMBER OF TRADES 0 0 0 0 0 0 0
GNMA
AVERAGE PRICE 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Weighted Avg. Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Avg. Price Bottom 5 Trades 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2nd Quartile Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3rd Quartile Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
4th Quartile Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Avg. Price Top 5 Trades 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Standard Deviation 0.0 0.0 0.0 0.0 0.0 0.0 0.0
     VOLUME OF TRADES (000'S) 0.0 0.0 0.0 0.0 0.0 0.0 0.0
     NUMBER OF TRADES 0 0 0 0 0 0 0
JULY Settlement
METRIC COUPON
<= 2.5 3 3.5 4 4.5 5 > 5
FNMA/UMBS
AVERAGE PRICE * 100.2 101.8 * 0.0 0.0 0.0
Weighted Avg. Price * 100.3 101.8 * 0.0 0.0 0.0
Avg. Price Bottom 5 Trades * 100.2 101.8 * 0.0 0.0 0.0
2nd Quartile Price * 100.2 101.8 * 0.0 0.0 0.0
3rd Quartile Price * 100.2 101.9 * 0.0 0.0 0.0
4th Quartile Price * 100.3 101.9 * 0.0 0.0 0.0
Avg. Price Top 5 Trades * 100.3 101.9 * 0.0 0.0 0.0
Standard Deviation * 0.0 0.0 * 0.0 0.0 0.0
     VOLUME OF TRADES (000'S) * 104,900.0 39,000.0 * 0.0 0.0 0.0
     NUMBER OF TRADES * 20 15 * 0 0 0
FHLMC
AVERAGE PRICE 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Weighted Avg. Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Avg. Price Bottom 5 Trades 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2nd Quartile Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3rd Quartile Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
4th Quartile Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Avg. Price Top 5 Trades 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Standard Deviation 0.0 0.0 0.0 0.0 0.0 0.0 0.0
     VOLUME OF TRADES (000'S) 0.0 0.0 0.0 0.0 0.0 0.0 0.0
     NUMBER OF TRADES 0 0 0 0 0 0 0
GNMA
AVERAGE PRICE 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Weighted Avg. Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Avg. Price Bottom 5 Trades 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2nd Quartile Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3rd Quartile Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
4th Quartile Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Avg. Price Top 5 Trades 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Standard Deviation 0.0 0.0 0.0 0.0 0.0 0.0 0.0
     VOLUME OF TRADES (000'S) 0.0 0.0 0.0 0.0 0.0 0.0 0.0
     NUMBER OF TRADES 0 0 0 0 0 0 0

Pricing Table: Agency Pass-Thru (TBA, STIP, $ ROLLS) - Single Family 30Y

APRIL Settlement
METRIC COUPON
<= 2.5 3 3.5 4 4.5 5 > 5
FNMA/UMBS
AVERAGE PRICE 0.0 * 0.0 0.0 0.0 0.0 0.0
Weighted Avg. Price 0.0 * 0.0 0.0 0.0 0.0 0.0
Avg. Price Bottom 5 Trades 0.0 * 0.0 0.0 0.0 0.0 0.0
2nd Quartile Price 0.0 * 0.0 0.0 0.0 0.0 0.0
3rd Quartile Price 0.0 * 0.0 0.0 0.0 0.0 0.0
4th Quartile Price 0.0 * 0.0 0.0 0.0 0.0 0.0
Avg. Price Top 5 Trades 0.0 * 0.0 0.0 0.0 0.0 0.0
Standard Deviation 0.0 * 0.0 0.0 0.0 0.0 0.0
     VOLUME OF TRADES (000'S) 0.0 * 0.0 0.0 0.0 0.0 0.0
     NUMBER OF TRADES 0 * 0 0 0 0 0
FHLMC
AVERAGE PRICE 0.0 0.0 0.0 * 0.0 0.0 0.0
Weighted Avg. Price 0.0 0.0 0.0 * 0.0 0.0 0.0
Avg. Price Bottom 5 Trades 0.0 0.0 0.0 * 0.0 0.0 0.0
2nd Quartile Price 0.0 0.0 0.0 * 0.0 0.0 0.0
3rd Quartile Price 0.0 0.0 0.0 * 0.0 0.0 0.0
4th Quartile Price 0.0 0.0 0.0 * 0.0 0.0 0.0
Avg. Price Top 5 Trades 0.0 0.0 0.0 * 0.0 0.0 0.0
Standard Deviation 0.0 0.0 0.0 * 0.0 0.0 0.0
     VOLUME OF TRADES (000'S) 0.0 0.0 0.0 * 0.0 0.0 0.0
     NUMBER OF TRADES 0 0 0 * 0 0 0
GNMA
AVERAGE PRICE 0.0 * 0.0 * 105.4 105.8 *
Weighted Avg. Price 0.0 * 0.0 * 104.5 105.0 *
Avg. Price Bottom 5 Trades 0.0 * 0.0 * 104.8 105.8 *
2nd Quartile Price 0.0 * 0.0 * 104.9 * *
3rd Quartile Price 0.0 * 0.0 * 106.0 * *
4th Quartile Price 0.0 * 0.0 * 107.1 * *
Avg. Price Top 5 Trades 0.0 * 0.0 * 106.0 105.8 *
Standard Deviation 0.0 * 0.0 * 1.4 2.0 *
     VOLUME OF TRADES (000'S) 0.0 * 0.0 * 19,658.2 13,995.6 *
     NUMBER OF TRADES 0 * 0 * 7 5 *
MAY Settlement
METRIC COUPON
<= 2.5 3 3.5 4 4.5 5 > 5
FNMA/UMBS
AVERAGE PRICE * 98.5 100.7 102.5 103.9 105.3 *
Weighted Avg. Price * 98.6 100.7 102.4 103.9 105.3 *
Avg. Price Bottom 5 Trades * 98.4 100.6 102.4 103.9 105.3 *
2nd Quartile Price * 98.5 100.7 102.5 103.9 105.3 *
3rd Quartile Price * 98.5 100.7 102.5 103.9 105.3 *
4th Quartile Price * 98.6 100.7 102.5 103.9 105.3 *
Avg. Price Top 5 Trades * 98.6 100.9 102.5 103.9 105.3 *
Standard Deviation * 0.1 0.0 0.0 0.0 0.0 *
     VOLUME OF TRADES (000'S) * 9,054,861.0 15,833,227.0 23,517,525.2 5,946,110.0 580,649.0 *
     NUMBER OF TRADES * 508 1,055 850 330 91 *
FHLMC
AVERAGE PRICE 0.0 98.5 100.8 102.5 104.0 * *
Weighted Avg. Price 0.0 98.5 100.8 102.5 104.0 * *
Avg. Price Bottom 5 Trades 0.0 98.5 100.7 102.5 104.0 * *
2nd Quartile Price 0.0 98.5 100.8 102.5 104.0 * *
3rd Quartile Price 0.0 98.5 100.8 102.5 104.0 * *
4th Quartile Price 0.0 98.6 100.8 102.5 104.1 * *
Avg. Price Top 5 Trades 0.0 98.6 100.8 102.5 104.0 * *
Standard Deviation 0.0 0.1 0.0 0.0 0.0 * *
     VOLUME OF TRADES (000'S) 0.0 513,458.0 649,356.0 497,635.0 104,775.0 * *
     NUMBER OF TRADES 0 28 43 29 7 * *
GNMA
AVERAGE PRICE 0.0 99.6 101.6 102.9 103.6 104.3 0.0
Weighted Avg. Price 0.0 99.6 101.6 102.9 103.6 104.2 0.0
Avg. Price Bottom 5 Trades 0.0 99.5 101.5 102.9 103.6 104.2 0.0
2nd Quartile Price 0.0 99.6 101.6 102.9 103.6 104.2 0.0
3rd Quartile Price 0.0 99.6 101.6 102.9 103.6 104.2 0.0
4th Quartile Price 0.0 99.7 101.6 102.9 103.6 104.3 0.0
Avg. Price Top 5 Trades 0.0 99.7 101.7 103.2 103.8 104.5 0.0
Standard Deviation 0.0 0.1 0.1 0.1 0.4 0.5 0.0
     VOLUME OF TRADES (000'S) 0.0 711,249.0 3,894,595.8 2,892,923.5 2,716,164.7 622,175.9 0.0
     NUMBER OF TRADES 0 56 166 127 103 57 0
JUNE Settlement
METRIC COUPON
<= 2.5 3 3.5 4 4.5 5 > 5
FNMA/UMBS
AVERAGE PRICE * 98.5 100.6 102.4 103.8 105.2 0.0
Weighted Avg. Price * 98.5 100.6 102.4 103.8 105.2 0.0
Avg. Price Bottom 5 Trades * 98.4 100.6 102.3 103.8 105.2 0.0
2nd Quartile Price * 98.4 100.6 102.4 103.8 105.2 0.0
3rd Quartile Price * 98.5 100.6 102.4 103.8 105.2 0.0
4th Quartile Price * 98.5 100.7 102.4 103.8 105.2 0.0
Avg. Price Top 5 Trades * 98.5 100.7 102.4 103.8 105.2 0.0
Standard Deviation * 0.1 0.0 0.0 0.0 0.0 0.0
     VOLUME OF TRADES (000'S) * 4,429,125.0 7,070,565.0 11,170,392.2 2,610,296.8 167,000.0 0.0
     NUMBER OF TRADES * 61 199 158 56 13 0
FHLMC
AVERAGE PRICE 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Weighted Avg. Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Avg. Price Bottom 5 Trades 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2nd Quartile Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3rd Quartile Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
4th Quartile Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Avg. Price Top 5 Trades 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Standard Deviation 0.0 0.0 0.0 0.0 0.0 0.0 0.0
     VOLUME OF TRADES (000'S) 0.0 0.0 0.0 0.0 0.0 0.0 0.0
     NUMBER OF TRADES 0 0 0 0 0 0 0
GNMA
AVERAGE PRICE 0.0 99.6 101.5 102.8 103.5 104.1 *
Weighted Avg. Price 0.0 99.6 101.5 102.9 103.5 104.1 *
Avg. Price Bottom 5 Trades 0.0 99.5 101.4 102.8 103.5 104.1 *
2nd Quartile Price 0.0 99.5 101.5 102.8 103.5 * *
3rd Quartile Price 0.0 99.6 101.5 102.8 103.5 * *
4th Quartile Price 0.0 99.6 101.5 102.9 103.5 * *
Avg. Price Top 5 Trades 0.0 99.6 101.5 102.9 103.6 104.1 *
Standard Deviation 0.0 0.0 0.0 0.0 0.0 0.0 *
     VOLUME OF TRADES (000'S) 0.0 145,900.0 1,580,082.0 2,551,450.0 1,708,888.0 41,457.0 *
     NUMBER OF TRADES 0 16 117 132 58 7 *
JULY Settlement
METRIC COUPON
<= 2.5 3 3.5 4 4.5 5 > 5
FNMA/UMBS
AVERAGE PRICE 0.0 98.4 100.6 102.3 103.8 105.1 0.0
Weighted Avg. Price 0.0 98.4 100.6 102.3 103.8 105.1 0.0
Avg. Price Bottom 5 Trades 0.0 98.3 100.5 102.3 103.8 105.1 0.0
2nd Quartile Price 0.0 98.4 100.5 102.3 103.8 105.1 0.0
3rd Quartile Price 0.0 98.4 100.6 102.3 103.8 105.1 0.0
4th Quartile Price 0.0 98.4 100.6 102.3 103.8 105.1 0.0
Avg. Price Top 5 Trades 0.0 98.4 100.6 102.3 103.8 105.1 0.0
Standard Deviation 0.0 0.0 0.0 0.0 0.0 0.0 0.0
     VOLUME OF TRADES (000'S) 0.0 306,000.0 5,492,850.0 717,700.0 467,050.0 26,550.0 0.0
     NUMBER OF TRADES 0 42 245 99 23 8 0
FHLMC
AVERAGE PRICE 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Weighted Avg. Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Avg. Price Bottom 5 Trades 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2nd Quartile Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3rd Quartile Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
4th Quartile Price 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Avg. Price Top 5 Trades 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Standard Deviation 0.0 0.0 0.0 0.0 0.0 0.0 0.0
     VOLUME OF TRADES (000'S) 0.0 0.0 0.0 0.0 0.0 0.0 0.0
     NUMBER OF TRADES 0 0 0 0 0 0 0
GNMA
AVERAGE PRICE * 99.5 101.4 102.8 103.4 104.1 0.0
Weighted Avg. Price * 99.5 101.4 102.8 103.5 104.1 0.0
Avg. Price Bottom 5 Trades * 99.5 101.4 102.7 103.4 104.1 0.0
2nd Quartile Price * 99.5 101.4 102.8 103.4 * 0.0
3rd Quartile Price * 99.5 101.4 102.8 103.5 * 0.0
4th Quartile Price * 99.5 101.4 102.8 103.5 * 0.0
Avg. Price Top 5 Trades * 99.5 101.4 102.8 103.5 104.1 0.0
Standard Deviation * 0.0 0.0 0.0 0.1 0.0 0.0
     VOLUME OF TRADES (000'S) * 89,500.0 434,000.0 856,750.0 70,500.0 13,250.0 0.0
     NUMBER OF TRADES * 18 96 88 26 6 0
* Indicates trade count is less than 5

The pricing tables for Agency TBA and Agency Specified Pass-thrus do not contain certain transaction volume related items after December 14th, 2011.

Data updated with current day's trades at approximately 8PM New York time

Effective June 1st, 2015 ABS Listor Fixed Offering Price and Takedown Transactions (as defined in FINRA Rule 6710), as well as CMO transactions in securities newly added to the system on the report day will be excluded from inclusion in the FINRA-ICE Data daily Securitized Product Report and Pricing Tables. Previously created reports will not be adjusted for the change.

Should you have any questions, please call TRACE Data Services at 888-507-3665 or email tracedataservices@finra.org.